Row

Rank

Predicted Beta

Idiosyncratic Volatility

Row

Characteristics

Characteristic Latest Prior Month Two Months Ago
Rank (1 is Worst, 20 is Best) 1 1 1
Score -6.93 -4.75 -8.36
Market Cap (Millions USD) 850.32 854.77 1153.59
Predicted Beta 0.19 0.19 0.2
Idiosyncratic Volatility 1.6 1.76 2.7

Annualized return and volatility

IXC
Annualized Return 0.0643
Annualized Std Dev 0.2457
Annualized Sharpe (Rf=0%) 0.2619

Row

Daily Return Statistics

IXC
Observations 4629.0000
NAs 484.0000
Minimum -0.1315
Quartile 1 -0.0066
Median 0.0006
Arithmetic Mean 0.0004
Geometric Mean 0.0002
Quartile 3 0.0082
Maximum 0.1542
SE Mean 0.0002
LCL Mean (0.95) -0.0001
UCL Mean (0.95) 0.0008
Variance 0.0002
Stdev 0.0155
Skewness -0.1038
Kurtosis 9.8613

Downside Risk

IXC
Semi Deviation 0.0112
Gain Deviation 0.0108
Loss Deviation 0.0120
Downside Deviation (MAR=210%) 0.0157
Downside Deviation (Rf=0%) 0.0110
Downside Deviation (0%) 0.0110
Maximum Drawdown 0.5581
Historical VaR (95%) -0.0235
Historical ES (95%) -0.0371
Modified VaR (95%) -0.0225
Modified ES (95%) -0.0329
From Trough To Depth Length To Trough Recovery
2008-05-22 2009-03-03 2014-05-02 -0.5581 1523 202 1321
2014-06-24 2016-01-20 NA -0.4867 1410 405 NA
2002-04-03 2002-07-22 2003-12-09 -0.2411 436 78 358
2008-01-04 2008-01-23 2008-04-16 -0.1646 72 13 59
2006-05-11 2006-06-13 2006-11-29 -0.1532 143 23 120

Row

Monthly and Calendar Year Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec IXC
1999 NA NA NA NA NA NA NA NA NA NA NA NA NA
2000 NA NA NA NA NA NA NA NA NA NA NA NA NA
2001 NA NA NA NA NA NA NA NA NA NA 0.0 0 NA
2002 0.0 0.7 0.7 0.5 0.0 0.0 -3.6 0.0 3.4 2.2 0.0 0 3.9
2003 0.0 0.0 1.3 0.4 0.0 -0.1 -0.8 0.0 1.3 0.0 0.9 0 3.0
2004 0.0 2.3 -1.2 0.0 1.3 -0.3 0.0 0.9 1.5 -0.9 -1.3 0 2.3
2005 1.9 -1.6 1.2 0.0 1.3 1.5 0.9 2.7 0.0 0.2 2.8 0 11.3
2006 -1.6 1.7 0.0 1.0 0.6 0.0 0.1 0.7 0.0 -1.0 -0.3 0 1.1
2007 0.8 -0.4 0.0 0.3 1.1 0.0 0.2 0.0 1.0 -2.4 0.0 0 0.5
2008 1.5 0.0 1.5 -1.5 0.0 -0.2 -1.0 0.0 -3.0 0.0 -10.5 0 -12.9
2009 0.0 0.0 1.8 3.3 3.6 0.1 0.0 -1.9 -2.8 0.0 2.0 0 6.0
2010 2.3 0.9 2.1 0.0 -3.8 0.2 0.0 3.9 1.8 0.1 2.6 0 10.4
2011 2.4 -1.5 0.9 0.0 -2.5 1.0 -0.4 -0.7 0.0 -3.4 -0.9 0 -5.1
2012 0.6 1.2 0.0 1.0 -2.3 0.0 0.6 0.0 0.6 0.5 0.0 0 2.1
2013 0.7 0.1 -0.1 -1.2 0.0 0.6 0.8 0.0 0.3 -0.4 0.0 0 0.8
2014 0.0 0.0 0.5 0.0 0.0 0.2 -0.6 0.0 -1.8 0.0 0.3 0 -1.4
2015 0.0 0.0 0.6 0.1 -0.7 -1.0 0.0 -3.7 0.4 0.0 0.9 0 -3.4
2016 -1.7 2.4 -1.5 0.0 0.2 0.7 -2.9 -0.2 0.0 0.1 0.6 0 -2.3
2017 -0.5 1.5 0.0 -0.2 0.7 0.0 0.4 0.7 0.0 0.9 0.9 0 4.4
2018 0.9 -0.3 0.0 -0.5 0.4 0.0 -1.0 0.0 1.4 0.3 0.0 0 1.2
2019 1.0 0.9 1.2 -1.6 0.0 0.2 -2.6 0.0 -1.7 2.4 0.0 1 0.6

Row

Rolling Performance Chart

Snail Trail Chart